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2022-61 Data Developer

Edmonton, AB
Description of Work:
- Data reconciliation: arrive at a single list of defaults for large obligors based on different default definitions
- LGD estimation: documentation of LGD calculation and apply to the reconciliated data
- Provide necessary default information for the development of the borrower risk rating (BRR) model
- Create and document BRR methodology and BRR masterscale
- Assist in documentation of facility risk rating (FRR) masterscale and FRR methodology

Requirements

Required Skills and Experience:
- Good understanding of financial data from a credit perspective
- Experience with probability of default (PD) and loss given default (LGD) modeling
- Software: SAS, Python, Google Cloud Platform (GCP) and Google Suite
 

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